+140.8%
LLY vs UL
+36.1%
+104.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +6.7% | +1.1% | +5.6% | +6.4% |
| 30D | +19.6% | +4.5% | +15.1% | +18.1% |
| 3M | +19.7% | +6.5% | +13.2% | +17.6% |
| 6M | +42.7% | +18.2% | +24.6% | +36.4% |
| YTD | +35.1% | +4.7% | +30.4% | +33.4% |
| 1Y | +42.2% | +0.8% | +41.4% | +41.5% |
| 3Y | +140.8% | +35.9% | +104.9% | +127.4% |
| All | +140.8% | +36.1% | +104.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling